******************************************************************************** Trades report produced on 02/09/2025 21:39 from 01/09/2025 21:39 to 02/09/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 18519 BTP caleb_strategy_v3 [20250900] 2025-09-02 19:45:02.399 [0] NaN 18520 BTP caleb_strategy_v3 [20250900] 2025-09-02 19:45:02.478 [0] NaN 18521 BTP caleb_strategy_v3 [20250900] 2025-09-02 07:21:01.000 [-1] 119.63000 18527 CANOLA caleb_strategy_v3 [20260100] 2025-09-02 13:03:58.000 [-1] 637.90000 18528 COCOA caleb_strategy_v3 [20251200] 2025-09-02 13:03:58.000 [-1] 7486.00000 18525 COFFEE caleb_strategy_v3 [20251200] 2025-09-02 13:00:35.000 [-1] 370.50000 18540 DOW caleb_strategy_v3 [20250900] 2025-09-02 14:17:48.000 [-1] 45315.00000 18553 DOW caleb_strategy_v3 [20250900] 2025-09-02 15:27:48.000 [-1] 45164.00000 18552 DOW caleb_strategy_v3 [20250900] 2025-09-02 19:45:03.024 [0] NaN 18551 DOW caleb_strategy_v3 [20250900] 2025-09-02 15:16:47.000 [-1] 45164.00000 18550 DOW caleb_strategy_v3 [20250900] 2025-09-02 19:45:02.942 [0] NaN 18549 DOW caleb_strategy_v3 [20250900] 2025-09-02 15:02:44.000 [-1] 45211.00000 18548 DOW caleb_strategy_v3 [20250900] 2025-09-02 19:45:02.862 [0] NaN 18547 DOW caleb_strategy_v3 [20250900] 2025-09-02 19:45:02.784 [0] NaN 18546 DOW caleb_strategy_v3 [20250900] 2025-09-02 14:41:29.000 [-1] 45303.00000 18545 DOW caleb_strategy_v3 [20250900] 2025-09-02 14:40:29.000 [-1] 45295.00000 18544 DOW caleb_strategy_v3 [20250900] 2025-09-02 14:39:29.000 [-1] 45300.00000 18543 DOW caleb_strategy_v3 [20250900] 2025-09-02 19:45:02.705 [0] NaN 18542 DOW caleb_strategy_v3 [20250900] 2025-09-02 14:29:21.000 [-1] 45289.00000 18541 DOW caleb_strategy_v3 [20250900] 2025-09-02 14:18:48.000 [-1] 45288.00000 18536 DOW caleb_strategy_v3 [20250900] 2025-09-02 14:10:25.000 [-1] 45324.00000 18538 DOW caleb_strategy_v3 [20250900] 2025-09-02 14:16:44.000 [-1] 45296.00000 18531 DOW caleb_strategy_v3 [20250900] 2025-09-02 14:00:16.000 [-1] 45313.00000 18539 DOW caleb_strategy_v3 [20250900] 2025-09-02 14:16:48.000 [-1] 45293.00000 18524 GASOIL caleb_strategy_v3 [20251200] 2025-09-02 08:21:19.000 [1] 664.75000 18523 GASOIL caleb_strategy_v3 [20251200] 2025-09-02 19:45:02.631 [0] NaN 18522 GASOIL caleb_strategy_v3 [20251200] 2025-09-02 19:45:02.555 [0] NaN 18526 GASOLINE caleb_strategy_v3 [20251200] 2025-09-02 13:03:18.000 [-1] 1.90520 18532 MXP caleb_strategy_v3 [20250900] 2025-09-02 14:00:17.000 [-1] 0.05326 18529 NASDAQ_micro caleb_strategy_v3 [20250900] 2025-09-02 14:00:13.000 [-1] 23259.00000 18534 NASDAQ_micro caleb_strategy_v3 [20250900] 2025-09-02 14:10:23.000 [-1] 23206.25000 18517 NIKKEI caleb_strategy_v3 [20250900] 2025-09-02 19:45:02.319 [0] NaN 18516 NIKKEI caleb_strategy_v3 [20250900] 2025-09-02 19:45:02.245 [0] NaN 18518 NIKKEI caleb_strategy_v3 [20250900] 2025-09-02 02:22:22.000 [-1] 42280.00000 18530 RUSSELL caleb_strategy_v3 [20250900] 2025-09-02 14:00:15.000 [-1] 2359.00000 18537 RUSSELL caleb_strategy_v3 [20250900] 2025-09-02 14:16:44.000 [-1] 2355.70000 18535 RUSSELL caleb_strategy_v3 [20250900] 2025-09-02 14:10:24.000 [-1] 2355.90000 18533 SP400 caleb_strategy_v3 [20250900] 2025-09-02 14:10:04.000 [1] 3238.90000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18525 COFFEE caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 14:00:35.466000 2025-09-02 13:00:35 396035.466 NaN 18526 GASOLINE caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 14:00:36.422000 2025-09-02 13:03:18 396036.422 NaN 18527 CANOLA caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 14:03:18.894000 2025-09-02 13:03:58 396198.894 NaN 18528 COCOA caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 14:03:58.858000 2025-09-02 13:03:58 396238.858 NaN 18532 MXP caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:00:17.702000 2025-09-02 14:00:17 399617.702 NaN 18533 SP400 caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:00:19.006000 2025-09-02 14:10:04 399619.006 NaN 18529 NASDAQ_micro caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:00:13.866000 2025-09-02 14:00:13 399613.866 NaN 18534 NASDAQ_micro caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:10:23.878000 2025-09-02 14:10:23 400223.878 NaN 18537 RUSSELL caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:11:23.967000 2025-09-02 14:16:44 400283.967 NaN 18530 RUSSELL caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:00:15.170000 2025-09-02 14:00:15 399615.17 NaN 18535 RUSSELL caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:10:24.481000 2025-09-02 14:10:24 400224.481 NaN 18516 NIKKEI caleb_strategy_v3 2025-09-01 00:00:00 2025-09-02 03:01:15.262000 2025-09-02 19:45:02.245000 97275.262 60226.983 18517 NIKKEI caleb_strategy_v3 2025-09-01 00:00:00 2025-09-02 03:12:19.225000 2025-09-02 19:45:02.319000 97939.225 59563.094 18518 NIKKEI caleb_strategy_v3 2025-09-01 00:00:00 2025-09-02 03:22:22.397000 2025-09-02 02:22:22 98542.397 NaN 18522 GASOIL caleb_strategy_v3 2025-09-01 00:00:00 2025-09-02 09:00:59.662000 2025-09-02 19:45:02.555000 118859.662 38642.893 18523 GASOIL caleb_strategy_v3 2025-09-01 00:00:00 2025-09-02 09:11:03.212000 2025-09-02 19:45:02.631000 119463.212 38039.419 18524 GASOIL caleb_strategy_v3 2025-09-01 00:00:00 2025-09-02 09:21:06.486000 2025-09-02 08:21:19 120066.486 NaN 18531 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:00:16.402000 2025-09-02 14:00:16 399616.402 NaN 18536 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:10:25.057000 2025-09-02 14:10:25 400225.057 NaN 18538 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:16:44.506000 2025-09-02 14:16:44 400604.506 NaN 18539 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:16:48.194000 2025-09-02 14:16:48 400608.194 NaN 18540 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:17:48.642000 2025-09-02 14:17:48 400668.642 NaN 18541 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:18:48.663000 2025-09-02 14:18:48 400728.663 NaN 18542 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:19:48.695000 2025-09-02 14:29:21 400788.695 NaN 18543 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:29:25.445000 2025-09-02 19:45:02.705000 401365.445 15337.26 18544 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:39:29.078000 2025-09-02 14:39:29 401969.078 NaN 18545 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:40:29.078000 2025-09-02 14:40:29 402029.078 NaN 18546 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:41:29.163000 2025-09-02 14:41:29 402089.163 NaN 18547 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:42:29.273000 2025-09-02 19:45:02.784000 402149.273 14553.511 18548 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 15:52:32.998000 2025-09-02 19:45:02.862000 402752.998 13949.864 18549 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 16:02:36.705000 2025-09-02 15:02:44 403356.705 NaN 18550 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 16:03:36.775000 2025-09-02 19:45:02.942000 403416.775 13286.167 18551 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 16:13:57.326000 2025-09-02 15:16:47 404037.326 NaN 18552 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 16:16:51.367000 2025-09-02 19:45:03.024000 404211.367 12491.657 18553 DOW caleb_strategy_v3 2025-08-29 00:00:00 2025-09-02 16:26:55.189000 2025-09-02 15:27:48 404815.189 NaN 18520 BTP caleb_strategy_v3 2025-09-01 00:00:00 2025-09-02 08:10:49.609000 2025-09-02 19:45:02.478000 115849.609 41652.869 18521 BTP caleb_strategy_v3 2025-09-01 00:00:00 2025-09-02 08:20:52.910000 2025-09-02 07:21:01 116452.91 NaN 18519 BTP caleb_strategy_v3 2025-09-01 00:00:00 2025-09-02 08:00:46.130000 2025-09-02 19:45:02.399000 115246.13 42256.269 ================================================================================================================================================================================================================================= Slippage (ticks per lot) ================================================================================================================================================================================================================================= instrument_code strategy_name trade parent_reference_price parent_limit_price mid_price side_price offside_price limit_price filled_price delay bid_ask execution versus_limit versus_parent_limit total_trading 18525 COFFEE caleb_strategy_v3 [-1] 386.1 None 370.0 369.85 370.15 370.15 370.5 -16.1 -0.15 0.65 0.35 NaN 0.5 18526 GASOLINE caleb_strategy_v3 [-1] 1.8739 None 1.909 1.9087 1.9093 1.9093 1.9052 0.0351 -0.0003 -0.0035 -0.0041 NaN -0.0038 18527 CANOLA caleb_strategy_v3 [-1] 638.3 None 637.95 637.8 638.1 638.1 637.9 -0.35 -0.15 0.1 -0.2 NaN -0.05 18528 COCOA caleb_strategy_v3 [-1] 7710.0 None 7430.0 7427.0 7433.0 7433.0 7486.0 -280.0 -3.0 59.0 53.0 NaN 56.0 18532 MXP caleb_strategy_v3 [-1] 0.05352 None 0.053205 0.0532 0.05321 0.05321 0.05326 -0.000315 -0.000005 0.00006 0.00005 NaN 0.000055 18533 SP400 caleb_strategy_v3 [1] 3258.5 None 3227.0 3227.8 3226.2 3226.2 3238.9 31.5 -0.8 -11.1 -12.7 NaN -11.9 18529 NASDAQ_micro caleb_strategy_v3 [-1] 23454.5 None 23198.5 23198.25 23198.75 23198.75 23259.0 -256.0 -0.25 60.75 60.25 NaN 60.5 18534 NASDAQ_micro caleb_strategy_v3 [-1] 23454.5 None 23198.5 23198.25 23198.75 23198.75 23206.25 -256.0 -0.25 8.0 7.5 NaN 7.75 18537 RUSSELL caleb_strategy_v3 [-1] 2371.0 None 2359.2 2359.1 2359.3 2359.3 2355.7 -11.8 -0.1 -3.4 -3.6 NaN -3.5 18530 RUSSELL caleb_strategy_v3 [-1] 2371.0 None 2348.25 2348.2 2348.3 2348.3 2359.0 -22.75 -0.05 10.8 10.7 NaN 10.75 18535 RUSSELL caleb_strategy_v3 [-1] 2371.0 None 2348.25 2348.2 2348.3 2348.3 2355.9 -22.75 -0.05 7.7 7.6 NaN 7.65 18516 NIKKEI caleb_strategy_v3 [-1] 42360.0 None 42462.5 42460.0 42465.0 42465.0 NaN 102.5 -2.5 NaN NaN NaN NaN 18517 NIKKEI caleb_strategy_v3 [-1] 42360.0 None 21192.5 42385.0 0.0 0.0 NaN -21167.5 21192.5 NaN NaN NaN NaN 18518 NIKKEI caleb_strategy_v3 [-1] 42360.0 None 42227.5 42225.0 42230.0 42230.0 42280.0 -132.5 -2.5 55.0 50.0 NaN 52.5 18522 GASOIL caleb_strategy_v3 [1] 658.25 None 662.625 662.75 662.5 662.5 NaN -4.375 -0.125 NaN NaN NaN NaN 18523 GASOIL caleb_strategy_v3 [1] 658.25 None 331.875 663.75 0.0 0.0 NaN 326.375 -331.875 NaN NaN NaN NaN 18524 GASOIL caleb_strategy_v3 [1] 658.25 None 664.75 665.0 664.5 664.5 664.75 -6.5 -0.25 0.25 -0.25 NaN 0.0 18531 DOW caleb_strategy_v3 [-1] 45632.0 None 45126.0 45125.0 45127.0 45127.0 45313.0 -506.0 -1.0 188.0 186.0 NaN 187.0 18536 DOW caleb_strategy_v3 [-1] 45632.0 None 45126.0 45125.0 45127.0 45127.0 45324.0 -506.0 -1.0 199.0 197.0 NaN 198.0 18538 DOW caleb_strategy_v3 [-1] 45632.0 None 45126.0 45125.0 45127.0 45127.0 45296.0 -506.0 -1.0 171.0 169.0 NaN 170.0 18539 DOW caleb_strategy_v3 [-1] 45632.0 None 45126.0 45125.0 45127.0 45127.0 45293.0 -506.0 -1.0 168.0 166.0 NaN 167.0 18540 DOW caleb_strategy_v3 [-1] 45632.0 None 45126.0 45125.0 45127.0 45127.0 45315.0 -506.0 -1.0 190.0 188.0 NaN 189.0 18541 DOW caleb_strategy_v3 [-1] 45632.0 None 45126.0 45125.0 45127.0 45127.0 45288.0 -506.0 -1.0 163.0 161.0 NaN 162.0 18542 DOW caleb_strategy_v3 [-1] 45632.0 None 45318.5 45318.0 45319.0 45319.0 45289.0 -313.5 -0.5 -29.0 -30.0 NaN -29.5 18543 DOW caleb_strategy_v3 [-1] 45632.0 None 22644.5 45289.0 0.0 0.0 NaN -22987.5 22644.5 NaN NaN NaN NaN 18544 DOW caleb_strategy_v3 [-1] 45632.0 None 45286.5 45286.0 45287.0 45287.0 45300.0 -345.5 -0.5 14.0 13.0 NaN 13.5 18545 DOW caleb_strategy_v3 [-1] 45632.0 None 45292.5 45292.0 45293.0 45293.0 45295.0 -339.5 -0.5 3.0 2.0 NaN 2.5 18546 DOW caleb_strategy_v3 [-1] 45632.0 None 45290.0 45289.0 45291.0 45291.0 45303.0 -342.0 -1.0 14.0 12.0 NaN 13.0 18547 DOW caleb_strategy_v3 [-1] 45632.0 None 45297.0 45296.0 45298.0 45298.0 NaN -335.0 -1.0 NaN NaN NaN NaN 18548 DOW caleb_strategy_v3 [-1] 45632.0 None 22637.5 45275.0 0.0 0.0 NaN -22994.5 22637.5 NaN NaN NaN NaN 18549 DOW caleb_strategy_v3 [-1] 45632.0 None 45214.5 45214.0 45215.0 45215.0 45211.0 -417.5 -0.5 -3.0 -4.0 NaN -3.5 18550 DOW caleb_strategy_v3 [-1] 45632.0 None 22605.5 45211.0 0.0 0.0 NaN -23026.5 22605.5 NaN NaN NaN NaN 18551 DOW caleb_strategy_v3 [-1] 45632.0 None 45213.5 45213.0 45214.0 45214.0 45164.0 -418.5 -0.5 -49.0 -50.0 NaN -49.5 18552 DOW caleb_strategy_v3 [-1] 45632.0 None 22582.0 45164.0 0.0 0.0 NaN -23050.0 22582.0 NaN NaN NaN NaN 18553 DOW caleb_strategy_v3 [-1] 45632.0 None 45165.0 45164.0 45166.0 45166.0 45164.0 -467.0 -1.0 -0.0 -2.0 NaN -1.0 18520 BTP caleb_strategy_v3 [-1] 120.01 None 59.875 119.75 0.0 0.0 NaN -60.135 59.875 NaN NaN NaN NaN 18521 BTP caleb_strategy_v3 [-1] 120.01 None 119.625 119.62 119.63 119.63 119.63 -0.385 -0.005 0.01 -0.0 NaN 0.005 18519 BTP caleb_strategy_v3 [-1] 120.01 None 119.795 119.79 119.8 119.8 NaN -0.215 -0.005 NaN NaN NaN NaN =================================================================================================================================================================== Slippage (normalised by annual vol, BP of annual SR) =================================================================================================================================================================== instrument_code strategy_name trade last_annual_vol delay_vol bid_ask_vol execution_vol versus_limit_vol versus_parent_limit_vol total_trading_vol 18525 COFFEE caleb_strategy_v3 [-1] 116.461373 -1382.432608 -12.879807 55.812497 30.052883 NaN 42.93269 18526 GASOLINE caleb_strategy_v3 [-1] 0.457839 766.64467 -6.552519 -76.44605 -89.551087 NaN -82.998568 18527 CANOLA caleb_strategy_v3 [-1] 159.587017 -21.931609 -9.399261 6.266174 -12.532348 NaN -3.133087 18528 COCOA caleb_strategy_v3 [-1] 3929.958069 -712.475795 -7.633669 150.128828 134.86149 NaN 142.495159 18532 MXP caleb_strategy_v3 [-1] 0.004519 -696.987 -11.063286 132.759429 110.632857 NaN 121.696143 18533 SP400 caleb_strategy_v3 [1] 519.429358 606.434725 -15.401517 -213.696046 -244.49908 NaN -229.097563 18529 NASDAQ_micro caleb_strategy_v3 [-1] 3576.634253 -715.75672 -0.698981 169.852425 168.454462 NaN 169.153443 18534 NASDAQ_micro caleb_strategy_v3 [-1] 3576.634253 -715.75672 -0.698981 22.367397 20.969435 NaN 21.668416 18537 RUSSELL caleb_strategy_v3 [-1] 459.98529 -256.529942 -2.173983 -73.915407 -78.263372 NaN -76.08939 18530 RUSSELL caleb_strategy_v3 [-1] 459.98529 -494.581033 -1.086991 234.790117 232.616134 NaN 233.703125 18535 RUSSELL caleb_strategy_v3 [-1] 459.98529 -494.581033 -1.086991 167.396657 165.222675 NaN 166.309666 18516 NIKKEI caleb_strategy_v3 [-1] 7567.195298 135.453092 -3.303734 NaN NaN NaN NaN 18517 NIKKEI caleb_strategy_v3 [-1] 7567.195298 -27972.715342 28005.752682 NaN NaN NaN NaN 18518 NIKKEI caleb_strategy_v3 [-1] 7567.195298 -175.097899 -3.303734 72.682147 66.074679 NaN 69.378413 18522 GASOIL caleb_strategy_v3 [1] 189.179946 -231.261299 -6.607466 NaN NaN NaN NaN 18523 GASOIL caleb_strategy_v3 [1] 189.179946 17252.092875 -17542.821365 NaN NaN NaN NaN 18524 GASOIL caleb_strategy_v3 [1] 189.179946 -343.588215 -13.214931 13.214931 -13.214931 NaN 0.0 18531 DOW caleb_strategy_v3 [-1] 5127.630665 -986.810543 -1.950218 366.641071 362.740634 NaN 364.690853 18536 DOW caleb_strategy_v3 [-1] 5127.630665 -986.810543 -1.950218 388.093474 384.193037 NaN 386.143256 18538 DOW caleb_strategy_v3 [-1] 5127.630665 -986.810543 -1.950218 333.487357 329.58692 NaN 331.537139 18539 DOW caleb_strategy_v3 [-1] 5127.630665 -986.810543 -1.950218 327.636702 323.736265 NaN 325.686484 18540 DOW caleb_strategy_v3 [-1] 5127.630665 -986.810543 -1.950218 370.541508 366.641071 NaN 368.59129 18541 DOW caleb_strategy_v3 [-1] 5127.630665 -986.810543 -1.950218 317.88561 313.985173 NaN 315.935391 18542 DOW caleb_strategy_v3 [-1] 5127.630665 -611.393489 -0.975109 -56.556335 -58.506554 NaN -57.531445 18543 DOW caleb_strategy_v3 [-1] 5127.630665 -44830.646947 44161.722014 NaN NaN NaN NaN 18544 DOW caleb_strategy_v3 [-1] 5127.630665 -673.800479 -0.975109 27.303058 25.35284 NaN 26.327949 18545 DOW caleb_strategy_v3 [-1] 5127.630665 -662.099169 -0.975109 5.850655 3.900437 NaN 4.875546 18546 DOW caleb_strategy_v3 [-1] 5127.630665 -666.974715 -1.950218 27.303058 23.402622 NaN 25.35284 18547 DOW caleb_strategy_v3 [-1] 5127.630665 -653.323186 -1.950218 NaN NaN NaN NaN 18548 DOW caleb_strategy_v3 [-1] 5127.630665 -44844.298476 44148.070484 NaN NaN NaN NaN 18549 DOW caleb_strategy_v3 [-1] 5127.630665 -814.216209 -0.975109 -5.850655 -7.800874 NaN -6.825765 18550 DOW caleb_strategy_v3 [-1] 5127.630665 -44906.705467 44085.663493 NaN NaN NaN NaN 18551 DOW caleb_strategy_v3 [-1] 5127.630665 -816.166427 -0.975109 -95.560705 -97.510923 NaN -96.535814 18552 DOW caleb_strategy_v3 [-1] 5127.630665 -44952.535601 44039.83336 NaN NaN NaN NaN 18553 DOW caleb_strategy_v3 [-1] 5127.630665 -910.752023 -1.950218 -0.0 -3.900437 NaN -1.950218 18520 BTP caleb_strategy_v3 [-1] 6.678757 -90039.215131 89649.92111 NaN NaN NaN NaN 18521 BTP caleb_strategy_v3 [-1] 6.678757 -576.454608 -7.486423 14.972847 -0.0 NaN 7.486423 18519 BTP caleb_strategy_v3 [-1] 6.678757 -321.916209 -7.486423 NaN NaN NaN NaN ============================================================================================================================================================================ Slippage (In base currency) ============================================================================================================================================================================ instrument_code strategy_name trade value_of_price_point delay_cash bid_ask_cash execution_cash versus_limit_cash versus_parent_limit_cash total_trading_cash 18525 COFFEE caleb_strategy_v3 [-1] 375.0 -6037.5 -56.25 243.75 131.25 NaN 187.5 18526 GASOLINE caleb_strategy_v3 [-1] 42000.0 1474.2 -12.6 -147.0 -172.2 NaN -159.6 18527 CANOLA caleb_strategy_v3 [-1] 14.543656 -5.09028 -2.181548 1.454366 -2.908731 NaN -0.727183 18528 COCOA caleb_strategy_v3 [-1] 10.0 -2800.0 -30.0 590.0 530.0 NaN 560.0 18532 MXP caleb_strategy_v3 [-1] 500000.0 -157.5 -2.5 30.0 25.0 NaN 27.5 18533 SP400 caleb_strategy_v3 [1] 100.0 3150.0 -80.0 -1110.0 -1270.0 NaN -1190.0 18529 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -512.0 -0.5 121.5 120.5 NaN 121.0 18534 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -512.0 -0.5 16.0 15.0 NaN 15.5 18537 RUSSELL caleb_strategy_v3 [-1] 5.0 -59.0 -0.5 -17.0 -18.0 NaN -17.5 18530 RUSSELL caleb_strategy_v3 [-1] 5.0 -113.75 -0.25 54.0 53.5 NaN 53.75 18535 RUSSELL caleb_strategy_v3 [-1] 5.0 -113.75 -0.25 38.5 38.0 NaN 38.25 18516 NIKKEI caleb_strategy_v3 [-1] 0.676021 69.292105 -1.690051 NaN NaN NaN NaN 18517 NIKKEI caleb_strategy_v3 [-1] 0.676021 -14309.664728 14326.565241 NaN NaN NaN NaN 18518 NIKKEI caleb_strategy_v3 [-1] 0.676021 -89.572721 -1.690051 37.18113 33.801027 NaN 35.491078 18522 GASOIL caleb_strategy_v3 [1] 100.0 -437.5 -12.5 NaN NaN NaN NaN 18523 GASOIL caleb_strategy_v3 [1] 100.0 32637.5 -33187.5 NaN NaN NaN NaN 18524 GASOIL caleb_strategy_v3 [1] 100.0 -650.0 -25.0 25.0 -25.0 NaN 0.0 18531 DOW caleb_strategy_v3 [-1] 0.5 -253.0 -0.5 94.0 93.0 NaN 93.5 18536 DOW caleb_strategy_v3 [-1] 0.5 -253.0 -0.5 99.5 98.5 NaN 99.0 18538 DOW caleb_strategy_v3 [-1] 0.5 -253.0 -0.5 85.5 84.5 NaN 85.0 18539 DOW caleb_strategy_v3 [-1] 0.5 -253.0 -0.5 84.0 83.0 NaN 83.5 18540 DOW caleb_strategy_v3 [-1] 0.5 -253.0 -0.5 95.0 94.0 NaN 94.5 18541 DOW caleb_strategy_v3 [-1] 0.5 -253.0 -0.5 81.5 80.5 NaN 81.0 18542 DOW caleb_strategy_v3 [-1] 0.5 -156.75 -0.25 -14.5 -15.0 NaN -14.75 18543 DOW caleb_strategy_v3 [-1] 0.5 -11493.75 11322.25 NaN NaN NaN NaN 18544 DOW caleb_strategy_v3 [-1] 0.5 -172.75 -0.25 7.0 6.5 NaN 6.75 18545 DOW caleb_strategy_v3 [-1] 0.5 -169.75 -0.25 1.5 1.0 NaN 1.25 18546 DOW caleb_strategy_v3 [-1] 0.5 -171.0 -0.5 7.0 6.0 NaN 6.5 18547 DOW caleb_strategy_v3 [-1] 0.5 -167.5 -0.5 NaN NaN NaN NaN 18548 DOW caleb_strategy_v3 [-1] 0.5 -11497.25 11318.75 NaN NaN NaN NaN 18549 DOW caleb_strategy_v3 [-1] 0.5 -208.75 -0.25 -1.5 -2.0 NaN -1.75 18550 DOW caleb_strategy_v3 [-1] 0.5 -11513.25 11302.75 NaN NaN NaN NaN 18551 DOW caleb_strategy_v3 [-1] 0.5 -209.25 -0.25 -24.5 -25.0 NaN -24.75 18552 DOW caleb_strategy_v3 [-1] 0.5 -11525.0 11291.0 NaN NaN NaN NaN 18553 DOW caleb_strategy_v3 [-1] 0.5 -233.5 -0.5 -0.0 -1.0 NaN -0.5 18520 BTP caleb_strategy_v3 [-1] 1169.84 -70348.3284 70044.17 NaN NaN NaN NaN 18521 BTP caleb_strategy_v3 [-1] 1169.84 -450.3884 -5.8492 11.6984 -0.0 NaN 5.8492 18519 BTP caleb_strategy_v3 [-1] 1169.84 -251.5156 -5.8492 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BTP -71050.2324 CANOLA -5.09028 COCOA -2800.0 COFFEE -6037.5 DOW -49036.5 GASOIL 31550.0 GASOLINE 1474.2 MXP -157.5 NASDAQ_micro -1024.0 NIKKEI -14329.945344 RUSSELL -286.5 SP400 3150.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -108553.068023 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BTP 70032.4716 CANOLA -2.181548 COCOA -30.0 COFFEE -56.25 DOW 45229.0 GASOIL -33225.0 GASOLINE -12.6 MXP -2.5 NASDAQ_micro -1.0 NIKKEI 14323.185138 RUSSELL -1.0 SP400 -80.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 96174.12519 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BTP 11.6984 CANOLA 1.454366 COCOA 590.0 COFFEE 243.75 DOW 514.5 GASOIL 25.0 GASOLINE -147.0 MXP 30.0 NASDAQ_micro 137.5 NIKKEI 37.18113 RUSSELL 75.5 SP400 -1110.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 409.583895 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP -0.0 CANOLA -2.908731 COCOA 530.0 COFFEE 131.25 DOW 504.0 GASOIL -25.0 GASOLINE -172.2 MXP 25.0 NASDAQ_micro 135.5 NIKKEI 33.801027 RUSSELL 73.5 SP400 -1270.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -37.057704 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP 0 CANOLA 0 COCOA 0 COFFEE 0 DOW 0 GASOIL 0 GASOLINE 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 0 SP400 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 BTP 5.8492 CANOLA -0.727183 COCOA 560.0 COFFEE 187.5 DOW 509.25 GASOIL 0.0 GASOLINE -159.6 MXP 27.5 NASDAQ_micro 136.5 NIKKEI 35.491078 RUSSELL 74.5 SP400 -1190.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 186.263095 ******************************************************************************** END OF REPORT ********************************************************************************